Professional Documents
Culture Documents
Differential Calculus
Differential Calculus
Discipline Course-I
Semester -I
Paper: Mathematical PhysicsI IA
Lesson: Differential Calculus
Lesson Developer: Sushil Kumar Singh
College/Department: SGTB Khalsa College, University of Delhi
Table of Contents
Summary
Exercise/ Practice
Glossary
References/ Bibliography/ Further Reading
Learning Objectives
Differential Calculus
You may have studied differential calculus in your school. However, we here go through
the basics of differential calculus in order to be able to understand the differential
equations.
3.1 Limits
Let be a point on the real line and be a real number. The -neighbourhood of the
point , denoted by 𝑁( is defined as the interval
| |
A real valued function ( of a real variable is said to have a limit if for any pre-
assigned arbitrary positive number , no matter however small, there corresponds a
positive number such that | ( | whenever | | but . In a compact
form it is written as
Geometrically, this means that for every in the two open intervals and
, the graph of a function ( can always be confined to lie between the
horizontal lines 𝑦 and 𝑦 . The following figures presents two cases wherein
limits are checked for a) and b)
A real valued function ( of a real variable is said to have a limit if for any pre-
assigned arbitrary positive number , no matter however small, there corresponds a
positive number such that | ( | whenever but . In a compact
form it is written as
where represents the fact that is approaching the value from the left of the
number line.
Geometrically, this means that for every in the two open intervals the
graph of a function ( can always be confined to lie between the horizontal lines
𝑦 and 𝑦 .
A real valued function ( of a real variable is said to have a limit if for any pre-
assigned arbitrary positive number , no matter however small, there corresponds a
positive number such that | ( | whenever but . In a compact
form it is written as
where represents the fact that is approaching the value from the right of the
number line.
Geometrically, this means that for every in the two open intervals the
graph of a function ( can always be confined to lie between the horizontal lines
𝑦 and 𝑦 .
If ( and (
Theorem 1.1.3.1
{ ( ( } ( (
Theorem 1.1.3.2
{ ( ( } ( (
Theorem 1.1.3.3
{ ( ( } { ( }{ ( }
Theorem 1.1.3.4
( (
{ }
( (
{ }
Solution: For the limit to be correct, given the confinement value for the function
( we should be able to find out some region about the limit point
| |
for
| |
Now
( (
| | | | |( | | |
| |
| |
{ }
( (
(
we get
{ } (
Intuitively the limit value must be , so we test for it. For the limit to be correct, given
the confinement value for the function ( we should be able to find out
some region about the limit point
|( |
for
| |
Solution: Let’s look at the limit of the function left of i.e. and for which
| |
| |
{ } { } { }
Now let’s look at the limit of the function right of i.e. and for which | |
| |
{ } { } { }
Although the left and right limit exists but they are not equal therefore the limit
| |
{ } do not exist .
3.2 Continuity
If the function ( fails to be continuous at some point then that point is known as
the point of discontinuity and the function is said to be discontinuous at that point.
A real valued function ( of a real variable defined only for is said to continuous
on the left at if
( (
A real valued function ( of a real variable defined only for is said to continuous
on the right at if
( (
It seems obvious that if a function ƒ(x) is continuous both from the left and from the
right at a point then it is continuous at .
𝟏
𝒇( { 𝐬 𝐧( ) ;
;
is continuous at .
| ( ( | | s n( ) | | | |s n ( )| | |
since the s n function is always less than or equal to . If we impose the condition that
for some arbitrarily small we have | ( ( | then | | and we find
| |
| | √
This means that there always exist a positive √ for the given such that | (
( | and | | . Thus the given function is continuous .
𝟑
∀ 𝟏
𝒇( { ∀𝟏
∀ 𝟑
3
(
Since the two limit exist and have the same value the function ( is continuous at
.
Now we consider the left limit at the point
Though the two limit exist but they do not have the same value, the function ( is dis-
continuous at .
3.3 Differentiability
( (
exits and this limiting value is denoted as ( . Thus, the derivative of the function (
of a real variable at can be represented as (by writing )
( (
(
If the function ( fails to be differentiable at some point then the function is said
to be non-differentiable at that point.
( (
(
( (
(
It seems obvious that if a function ƒ(x) is differentiable both from the left and from the
right at a point then it is differentiable at .
𝒇( 𝒆
is differentiable everywhere.
( (
(
( ⋯)
!
(
⋯ ( ⋯)
( ! !
( ( ⋯)
!
( (
(
( ⋯)
!
(
⋯ ( ⋯)
( ! !
( ( ⋯)
!
( (
which is true.
𝒎
𝟏
𝒇( { 𝐬 𝐧( ) ∀
∀
is differentiable if 𝒎 𝟏.
( (
(
𝑚
s n( )
( 𝑚
{ s n ( )}
( 𝑚
{( s n( )}
(
( 𝑚 𝑚
{( ( s n ( )}
( ( 𝑚 𝑚
{ s n ( )}
where now .
Then we look for right differentiability at
( (
(
𝑚
s n( )
( 𝑚
{ s n ( )}
where means .
( (
( 𝑚 𝑚 𝑚
{ s n ( )} { s n ( )}
The existence of the limits requires that 𝒎 𝟏 (otherwise ( & ( would blow
up) and the equality requires that 𝒎 is even.
𝒇( 𝒆
is differentiable at .
( (
(
( ⋯)
!
(
⋯ ( ⋯)
( ! !
( ( ⋯)
!
( (
(
( ⋯)
!
(
⋯ ( ⋯)
( ! !
( ( ⋯)
!
( (
which is true.
A real valued function ( of a real variable can be plotted in the 𝑦 coordinate with
( on the 𝑦 –axis as shown. If the variable represents time then from the graph we
can look for region where the function changes faster and also for the region where the
change is slower.
There are two quantities of special interest when we consider such rate of change
A real valued function ( of a real variable , the average rate of change of the function
in the interval is defined as
( (
Although the average rate tells the general trend but it can be misleading as in the
present case the curve between includes region of rise as well as fall but the
rate show only an increase.
For a real valued function ( of a real variable , the instantaneous rate of change of
the function at a point is defined as
( (
(
The red line tells the exact trend at the point but then it doesn’t tell the general
trend.
Example 1.4.1 Find the mean and the instantaneous value for the function
variables
𝒇(
( (
( (
( (
(
(
(
(
(
( ) ( )
( (
(
Rolle’s Theorem is the special case of the Mean Value Theorem, according to which if
( is continuous in the interval [ and differentiable in ( and if ( (
then there exists a point in ( such that
(
If the derivative of ( i.e., ( is continuous in the interval [ and
differentiable in ( then at ∈ (
(
( ( ( (
( ( ( ( ⋯
! !
( ( (
where (
is known as the remainder for some in ( . This becomes a
!
Taylor series about the point .
( ( ( ( 3
( ( ( ( ⋯
! !
s ⋯ ( ⋯
! ! ( !
3
( ⋯ ( ⋯
∞
𝑚
( ∑( )
𝑚!
where the Binomial Coefficients (𝑚) (𝑚 ! !
𝟏
𝒇(
√𝟏
( (
√
( )( )( ) ( )
( )
!
(
( )( )( ) ( )
( )
!
(
( )( )( ) ( )
( ) (
!
(
( ) (
!
( )!
For we find that ( )
( )! !
3
So the first few coefficients are and hence
( ⋯
√
Summary
Limits
- In a compact form it is written as
(
- It means that for every neighbourhood ( of , there exists a
neighbourhood ( excluding the point itself such that ( is in
( for every in ( excluding itself.
- The limit of a real valued function ( of a real variable
exists iff
c) the left limit ( and ( right limit exists
d) and
where we denote .
Continuity
- A real valued function ( of a real variable is said to be continuous at if
the following conditions are fulfilled
d) the limit ( exists
e) the function is defined and single valued in the neighbourhood of & at
and ( exists
f) and finally (
- If the function ( fails to be continuous at some point then that point is
known as the point of discontinuity and the function is said to be discontinuous at
that point.
- It seems obvious that if a function ƒ(x) is continuous both from the left and from
the right at a point then it is continuous at .
Differentiability
- A real valued function ( of a real variable is said to be differentiable at
if the limit
( (
Average Quantity
- A real valued function ( of a real variable , the average rate of change of the
( (
Instantaneous Quantity
- For a real valued function ( of a real variable , the instantaneous rate of
change of the function at a point is defined as
( (
(
( (
(
(
( ( ( (
( ( ( ( ⋯
! !
( ( (
where (
is known as the remainder for some in ( . This
!
becomes a Taylor series about the point .
- Taylor’s series is an extension of this theorem when ∞ , under such
circumstance
( ( ( ( 3
( ( ( ( ⋯
! !